You should first look at your purpose; you want to do hair style, and without hair products I don't think you would be able to make any hair style. And of course when you use cosmetic products, eventually hair lose its natural shine. Also before using hair spray, take a look on your hair's texture. Your hair spray much match from your hair type.

Loreal professional "Play Ball" is all I use. You can only buy it in decent salons, but most of the Loreal Professional range is stocked widely across Europe. As for your hair being greasy then you may still get the gel look. Maybe a shampoo especially for greasy hair would help and then use a clay type product?